Displaying similar documents to “Stability of precise Laplace's method under approximations ; applications”

Infinite system of Brownian balls with interaction: the non-reversible case

Myriam Fradon, Sylvie Rœlly (2007)

ESAIM: Probability and Statistics

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We consider an infinite system of hard balls in d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.

Interacting brownian particles and Gibbs fields on pathspaces

David Dereudre (2003)

ESAIM: Probability and Statistics

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In this paper, we prove that the laws of interacting brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.

Optimal transportation for the determinant

Guillaume Carlier, Bruno Nazaret (2008)

ESAIM: Control, Optimisation and Calculus of Variations

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Among ℝ 3 -valued triples of random vectors having fixed marginal probability laws, what is the best way to jointly draw in such a way that the simplex generated by has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.

The large deviation principle for certain series

Miguel A. Arcones (2004)

ESAIM: Probability and Statistics

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We study the large deviation principle for stochastic processes of the form { ∑ k = 1 ∞ x k ( t ) ξ k : t ∈ T } , where { ξ k } k = 1 ∞ is a sequence of i.i.d.r.v.’s with mean zero and x k ( t ) ∈ ℝ . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity...